161 lines
4.2 KiB
Rust
161 lines
4.2 KiB
Rust
//! Hammer candlestick pattern.
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use crate::ohlcv::Candle;
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use crate::traits::Indicator;
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/// Hammer — a single-bar bullish reversal candidate.
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///
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/// A Hammer has a small real body sitting near the top of the bar, a long
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/// lower shadow at least twice the body, and a short or absent upper shadow.
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/// It is traditionally read as a rejection of lower prices.
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///
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/// ```text
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/// body = |close − open|
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/// upper_shadow = high − max(open, close)
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/// lower_shadow = min(open, close) − low
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/// hammer = lower_shadow >= 2 * body
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/// && upper_shadow <= body
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/// && body > 0
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/// ```
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///
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/// Output is `+1.0` when the shape matches, `0.0` otherwise. Pattern-shape
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/// check only — no trend filter is applied; combine with a trend indicator
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/// for actionable signals.
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///
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/// # Example
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///
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/// ```
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/// use wickra_core::{Candle, Hammer, Indicator};
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///
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/// let mut indicator = Hammer::new();
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/// // Open 10, close 10.5, low 5, high 10.6: long lower shadow, tiny upper.
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/// let candle = Candle::new(10.0, 10.6, 5.0, 10.5, 1.0, 0).unwrap();
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/// assert_eq!(indicator.update(candle), Some(1.0));
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/// ```
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#[derive(Debug, Clone, Default)]
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pub struct Hammer {
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has_emitted: bool,
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}
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impl Hammer {
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/// Construct a new Hammer detector.
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pub const fn new() -> Self {
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Self { has_emitted: false }
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}
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}
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impl Indicator for Hammer {
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type Input = Candle;
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type Output = f64;
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fn update(&mut self, candle: Candle) -> Option<f64> {
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self.has_emitted = true;
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let range = candle.high - candle.low;
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if range <= 0.0 {
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return Some(0.0);
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}
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let body = (candle.close - candle.open).abs();
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if body <= 0.0 {
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return Some(0.0);
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}
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let upper = candle.high - candle.open.max(candle.close);
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let lower = candle.open.min(candle.close) - candle.low;
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Some(if lower >= 2.0 * body && upper <= body {
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1.0
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} else {
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0.0
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})
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}
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fn reset(&mut self) {
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self.has_emitted = false;
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}
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fn warmup_period(&self) -> usize {
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1
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}
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fn is_ready(&self) -> bool {
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self.has_emitted
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}
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fn name(&self) -> &'static str {
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"Hammer"
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::traits::BatchExt;
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fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
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Candle::new(open, high, low, close, 1.0, ts).unwrap()
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}
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#[test]
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fn accessors_and_metadata() {
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let h = Hammer::new();
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assert_eq!(h.name(), "Hammer");
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assert_eq!(h.warmup_period(), 1);
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assert!(!h.is_ready());
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}
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#[test]
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fn clean_hammer_is_one() {
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let mut h = Hammer::new();
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// body 0.5 (10 -> 10.5), lower shadow 5.0, upper shadow 0.1.
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assert_eq!(h.update(c(10.0, 10.6, 5.0, 10.5, 0)), Some(1.0));
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}
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#[test]
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fn marubozu_is_not_hammer() {
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let mut h = Hammer::new();
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assert_eq!(h.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(0.0));
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}
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#[test]
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fn shooting_star_shape_is_not_hammer() {
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// Long upper, short lower -> not a hammer.
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let mut h = Hammer::new();
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assert_eq!(h.update(c(10.5, 15.0, 10.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn doji_is_not_hammer() {
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let mut h = Hammer::new();
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assert_eq!(h.update(c(10.0, 11.0, 9.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn zero_range_yields_zero() {
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let mut h = Hammer::new();
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assert_eq!(h.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn batch_equals_streaming() {
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let candles: Vec<Candle> = (0..40)
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.map(|i| {
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let base = 100.0 + i as f64;
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c(base, base + 2.0, base - 4.0, base + 0.5, i)
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})
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.collect();
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let mut a = Hammer::new();
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let mut b = Hammer::new();
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assert_eq!(
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a.batch(&candles),
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candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
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);
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}
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#[test]
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fn reset_clears_state() {
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let mut h = Hammer::new();
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h.update(c(10.0, 10.6, 5.0, 10.5, 0));
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assert!(h.is_ready());
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h.reset();
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assert!(!h.is_ready());
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}
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}
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